SOTAVerified

Portfolio Optimization

Portfolio management is the task of obtaining higher excess returns through the flexible allocation of asset weights. In reality, common examples are stock selection and the Enhanced Index Fund (EIF). The general solution of portfolio management is to score the potential of assets, buy assets with upside potential and increase their weighting, and sell assets that are likely to fall or are relatively weak. A large number of strategies have been proposed for portfolio management.

Papers

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Showing 176–200 of 428 papers

TitleStatusHype
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning—0
Diversification quotients based on VaR and ES—0
Deep Reinforcement Learning for Asset Allocation: Reward Clipping—0
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization—0
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework—0
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget—0
Metaheuristic Approach to Solve Portfolio Selection ProblemCode0
Integrating multiple sources of ordinal information in portfolio optimization—0
Langevin dynamics based algorithm e-THO POULA for stochastic optimization problems with discontinuous stochastic gradientCode0
Zeroth-Order Hard-Thresholding: Gradient Error vs. Expansivity—0
Functional Constrained Optimization for Risk Aversion and Sparsity Control—0
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market—0
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks—0
Systemic Risk of Optioned Portfolios: Controllability and Optimization—0
Optimal (0,1)-Matrix Completion with Majorization Ordered Objectives (To the memory of Pravin Varaiya)—0
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization—0
An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm—0
Exponential utility maximization in small/large financial markets—0
Quantum Finance: a tutorial on quantum computing applied to the financial market—0
A semi-parametric dynamic conditional correlation framework for risk forecasting—0
Before and after default: information and optimal portfolio via anticipating calculus—0
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market—0
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems—0
Diversification quotients: Quantifying diversification via risk measures—0
Markov Decision Processes under Model UncertaintyCode1
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1Different modelPortfolio1—Unverified